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Preserve F distribution tail accuracy

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Harrison Booth committed 2026-10-30 21:14:19 -05:00
1 parent a04629576d
commit 006b7962bd
2 files changed
+6 -1
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crates/functions/src/stat/distributions.rs
+4 -1
View File
@@ -51,8 +51,11 @@ fn f_cdf(x: f64, d1: f64, d2: f64) -> f64 {
if x <= 0.0 {
return 0.0;
}
if x == 1.0 && d1 == d2 {
return 0.5;
}
if d1 >= 1e8 && d2 / d1 <= 1e-8 {
return 1.0 - f_upper(x, d1, d2);
return reg_gamma_q(d2 / 2.0, d2 / (2.0 * (x + d2 / d1)));
}
reg_inc_beta(d1 * x / (d1 * x + d2), d1 / 2.0, d2 / 2.0)
}
crates/functions/src/stat/tests.rs
+2
View File
@@ -409,6 +409,8 @@ fn t_chi_f() {
fn f_distributions_accept_ten_billion_degrees() {
close_tol(ev("F.DIST", vec![n(0.0), n(10_000_000_000.0), n(1.0), b(false)]), 0.0, 0.0);
close_tol(ev("F.DIST.RT", vec![n(0.0), n(1.0), n(10_000_000_000.0)]), 1.0, 0.0);
close_tol(ev("F.DIST", vec![n(0.01), n(1_000_000_000.0), n(1.0), b(true)]), 1.52397e-23, 1e-28);
close_tol(ev("F.DIST", vec![n(1.0), n(10_000_000_000.0), n(10_000_000_000.0), b(true)]), 0.5, 0.0);
close_tol(ev("F.DIST", vec![n(1_000_000.0), n(10_000_000_000.0), n(1.0), b(true)]), 0.999202115, 1e-8);
close_tol(ev("F.INV", vec![n(0.5), n(10_000_000_000.0), n(1.0)]), 2.198110953542527, 2e-6);
close_tol(ev("F.DIST.RT", vec![n(0.0), n(9_999_999_999.0), n(1.0)]), 1.0, 0.0);